Multivariate Jacobi process with application to smooth transitions (Q292036): Difference between revisions
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Revision as of 03:10, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Jacobi process with application to smooth transitions |
scientific article |
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Multivariate Jacobi process with application to smooth transitions (English)
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10 June 2016
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Jacobi process
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regime switching
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stochastic volatility
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contingency table
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credit risk
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